NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 28-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.82 |
42.29 |
0.47 |
1.1% |
41.20 |
High |
42.33 |
42.48 |
0.15 |
0.4% |
42.85 |
Low |
41.10 |
41.52 |
0.42 |
1.0% |
40.55 |
Close |
42.18 |
41.74 |
-0.44 |
-1.0% |
41.82 |
Range |
1.23 |
0.96 |
-0.27 |
-22.0% |
2.30 |
ATR |
1.35 |
1.32 |
-0.03 |
-2.0% |
0.00 |
Volume |
70,143 |
50,033 |
-20,110 |
-28.7% |
344,653 |
|
Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.79 |
44.23 |
42.27 |
|
R3 |
43.83 |
43.27 |
42.00 |
|
R2 |
42.87 |
42.87 |
41.92 |
|
R1 |
42.31 |
42.31 |
41.83 |
42.11 |
PP |
41.91 |
41.91 |
41.91 |
41.82 |
S1 |
41.35 |
41.35 |
41.65 |
41.15 |
S2 |
40.95 |
40.95 |
41.56 |
|
S3 |
39.99 |
40.39 |
41.48 |
|
S4 |
39.03 |
39.43 |
41.21 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.64 |
47.53 |
43.09 |
|
R3 |
46.34 |
45.23 |
42.45 |
|
R2 |
44.04 |
44.04 |
42.24 |
|
R1 |
42.93 |
42.93 |
42.03 |
43.49 |
PP |
41.74 |
41.74 |
41.74 |
42.02 |
S1 |
40.63 |
40.63 |
41.61 |
41.19 |
S2 |
39.44 |
39.44 |
41.40 |
|
S3 |
37.14 |
38.33 |
41.19 |
|
S4 |
34.84 |
36.03 |
40.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.73 |
41.10 |
1.63 |
3.9% |
1.06 |
2.5% |
39% |
False |
False |
63,755 |
10 |
42.85 |
40.55 |
2.30 |
5.5% |
1.02 |
2.4% |
52% |
False |
False |
62,781 |
20 |
42.85 |
39.37 |
3.48 |
8.3% |
1.13 |
2.7% |
68% |
False |
False |
68,723 |
40 |
42.85 |
35.72 |
7.13 |
17.1% |
1.55 |
3.7% |
84% |
False |
False |
72,352 |
60 |
42.85 |
27.57 |
15.28 |
36.6% |
1.69 |
4.1% |
93% |
False |
False |
76,702 |
80 |
42.85 |
25.31 |
17.54 |
42.0% |
1.88 |
4.5% |
94% |
False |
False |
83,922 |
100 |
47.28 |
25.31 |
21.97 |
52.6% |
2.12 |
5.1% |
75% |
False |
False |
91,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.56 |
2.618 |
44.99 |
1.618 |
44.03 |
1.000 |
43.44 |
0.618 |
43.07 |
HIGH |
42.48 |
0.618 |
42.11 |
0.500 |
42.00 |
0.382 |
41.89 |
LOW |
41.52 |
0.618 |
40.93 |
1.000 |
40.56 |
1.618 |
39.97 |
2.618 |
39.01 |
4.250 |
37.44 |
|
|
Fisher Pivots for day following 28-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
42.00 |
41.79 |
PP |
41.91 |
41.77 |
S1 |
41.83 |
41.76 |
|